Package: fracdiff Version: 1.5-3 VersionNote: Released 1.5-0 on 2019-12-09, 1.5-1 on 2020-01-20, 1.5-2 on 2022-10-31 Date: 2024-02-01 Title: Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models Authors@R: c(person("Martin","Maechler", role=c("aut","cre"), email="maechler@stat.math.ethz.ch", comment = c(ORCID = "0000-0002-8685-9910")) , person("Chris", "Fraley", role=c("ctb","cph"), comment = "S original; Fortran code") , person("Friedrich", "Leisch", role = "ctb", comment = c("R port", ORCID = "0000-0001-7278-1983")) , person("Valderio", "Reisen", role="ctb", comment = "fdGPH() & fdSperio()") , person("Artur", "Lemonte", role="ctb", comment = "fdGPH() & fdSperio()") , person("Rob", "Hyndman", email="Rob.Hyndman@monash.edu", role="ctb", comment = c("residuals() & fitted()", ORCID = "0000-0002-2140-5352")) ) Description: Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989); including inference and basic methods. Some alternative algorithms to estimate "H". Imports: stats Suggests: longmemo, forecast, urca License: GPL (>= 2) URL: https://github.com/mmaechler/fracdiff BugReports: https://github.com/mmaechler/fracdiff/issues Encoding: UTF-8 NeedsCompilation: yes Packaged: 2024-02-01 08:45:38 UTC; maechler Author: Martin Maechler [aut, cre] (), Chris Fraley [ctb, cph] (S original; Fortran code), Friedrich Leisch [ctb] (R port, ), Valderio Reisen [ctb] (fdGPH() & fdSperio()), Artur Lemonte [ctb] (fdGPH() & fdSperio()), Rob Hyndman [ctb] (residuals() & fitted(), ) Maintainer: Martin Maechler Repository: CRAN Date/Publication: 2024-02-01 10:00:02 UTC Built: R 4.3.2; x86_64-conda-linux-gnu; 2024-02-01 12:56:55 UTC; unix